Struct LseOptionPrint 

#[non_exhaustive]
pub struct LseOptionPrint {
    pub id: u64,
    pub time: DateTime<Utc>,
    pub contract: LseOptionContract,
    pub price: Decimal,
    pub volume: u64,
    pub premium: Decimal,
    pub greeks: OptionGreeks,
}

One executed option trade, with the greeks the provider computed at that print.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

id: u64

The provider’s print identifier — unique, and the only reliable key; see the module documentation.

time: DateTime<Utc>

When the print was recorded, UTC — a whole-second batch stamp, not an execution time.

contract: LseOptionContract

price: Decimal

Premium per share.

volume: u64

Size in contracts.

premium: Decimal

Notional premium in the quote currency, as the provider reports it: price × volume × the contract multiplier.

greeks: OptionGreeks

Greeks at this print, with the underlying’s price at the time in underlying_price. Any greek may be None, and on a small share of prints all of them are. See the module documentation on staleness.

Implementations

impl LseOptionPrint

pub fn public_trade(&self) -> PublicTrade

This print as a library PublicTrade, sized in contracts.

side is None: the provider does not report an aggressor.

pub fn into_market_events<InstrumentKey: Clone>( self, instrument: InstrumentKey, ) -> [MarketEvent<InstrumentKey, DataKind>; 2]

This print as the market events an engine consumes: its trade, then its greeks.

Both are stamped with the print’s time as time_exchange and time_received — a historical fetch has no receipt instant of its own — on ExchangeId::LseOptions. The greeks event is emitted even when every greek is None; a consumer such as the engine’s option state decides whether an empty update means anything.

Trait Implementations

impl Clone for LseOptionPrint

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for LseOptionPrint

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for LseOptionPrint

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for LseOptionPrint

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for LseOptionPrint

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for LseOptionPrint